SBI Magnum (India) Alpha and Beta Analysis Overview

F00000PDCS -- India Fund  

INR 13.69  0.00  0.00%

This module allows you to check different measures of market premium for SBI Magnum Income Dir Div as well as systematic risk associated with investing in SBI Magnum over a specified time horizon. Additionally see Investing Opportunities.
Horizon     30 Days    Login   to change
Symbol
Run Premiums

SBI Magnum Market Premiums

α0.1β0.11
30 days against DJI
Risk Adjusted Performance  

0.0743

Jensen Alpha  

2.14

Total Risk Alpha  

1.91

Sortino Ratio  

0.0

Treynor Ratio  

0.32

SBI Magnum Fundamentals

    
 Better Than Average     
    
 Worse Than Average Compare SBI Magnum to competition

SBI Magnum Fundamental Vs Peers

FundamentalsSBI MagnumPeer Average
Net Asset657 M1.37 B
Minimum Initial Investment5 K8.09 M
Last Dividend Paid0.291.05
Cash Position Weight5.08 % 14.48 %
Bond Positions Weight94.92 % 14.72 %

SBI Magnum Opportunities

SBI Magnum Return and Market Media

The median price of SBI Magnum for the period between Sat, Aug 25, 2018 and Mon, Sep 24, 2018 is 13.7 with a coefficient of variation of 41.73. The daily time series for the period is distributed with a sample standard deviation of 4.68, arithmetic mean of 11.21, and mean deviation of 3.06. The Fund did not receive any noticable media coverage during the period.
 Price Growth (%)  
      Timeline 

Current Sentiment - F00000PDCS

SBI Magnum Income Investor Sentiment

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